OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING APPROACH [PDF]
The paper examines the relationship between UK wholesale gas prices and the Brent oil price over the period 1996-2003. Tests for Unit Roots and Cointegration are carried out and it is discovered that a long run equilibrium relationship between UK gas and
Emilie Rutledge, Theodore Panagiotidis
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Structural vector autoregressive models and monetary policy analysis [PDF]
, 2002 In this paper, the structural vector autoregressive (SVAR) model is used to analyze short-run and contemporaneous relationships between monetary aggregates and other macroeconomic variables.
Holtemöller, Oliver
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Statistical analysis of atmospheric parameters, noise temperature and digital terrestrial television signal strength over Jos metropolis, Plateau state, Nigeria. [PDF]
Heliyon, 2022 Ayegba A, Ojo JS, Adediji AT.
europepmc +1 more source
Measuring trend output: how useful are the Great Ratios? [PDF]
Standard macroeconomic models suggest that the 'great ratios' of consumption to output and investment to output should be stationary. The joint behaviour of consumption, investment and output can then be used to measure trend output.
Cliff L.F. Attfield +1 more
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Finance-growth-crisis nexus in Asian emerging economies: Evidence from VECM and ARDL assessment [PDF]
, 2012 This paper examines the causal relationship between financial development, economic growth and financial crisis in the five Asian emerging economies (India, Indonesia, South Korea, Malaysia and Thailand) during the period 1982 to 2007.
Dahalan, Jauhari, Fukuda, Takashi
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IMPACT OF MACROECONOMIC VARIABLES ON STOCK MARKET: THE CASE OF IRAN [PDF]
This paper investigates the relationship between a set of economic variables (i.e. inflation rate, interest rate of one-year investing deposits in state banks, interest rate of bonds and the growth rate of gold price) and Tehran Stock Exchange (TSE ...
Hadise Haji Moradkhani +2 more
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MONETARY POLICY AND DEFICITS FINANCING IN JAMAICA [PDF]
A vector error-correction model (VECM) is estimated to examine the relationship among interest rates, monetary base, credit claims to the private sector, real income, prices, government spending, budget deficits and exchange rate in Jamaica ...
Edward E. Ghartey
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What explains the short-term dynamics of the prices of CO2 emissions? [PDF]
, 2014 Using the vector auto-regression (VAR) and the vector error-correction Models (VECM), this paper analyzes the short-term dynamics of the prices of CO2 emissions in response to changes in the prices of oil, coal, natural gas, electricity and carbon ...
Hammoudeh, Shawkat +2 more
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, 2018 This paper focuses on the study of a new category of vector bundles. The objects of this category, called chiral vector bundles, are pairs given by a complex vector bundle along with one of its automorphisms.
De Nittis, Giuseppe, Gomi, Kiyonori
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An analysis of the impact of China's macroeconomic performance on its trade partners: Evidence based on the GVAR model. [PDF]
PLoS One, 2023 Alam A, Ma J, Hussain I, Fazal R.
europepmc +1 more source